A quick project from an old tee-shirt! Choose one in soft all-cotton, in an interesting color. You need a strip that's 9 x 22 inches, with the long side cut *with* the grain of the fabric (neck to hem of the shirt). Also cut two one-inch strips across the grain, about five inches long.
I folded the strip in thirds the long way, so that it measures 3 x 22 inches, and I pinned the edges together, then stitched down each long side in a running stitch, using heavy thread.
Next I took my one-inch strips and gave them each a good tug, turning them into long, rolled-up ties--which I then sewed to the short ends of my headband.
There you go. Tie and enjoy! And remember, this can be fancied up with beading, embroidery, or even stencilling (though I think that stencilling often looks crude when done on a very small scale like this).
Final note: there's a headband project in one of Natalie Chanin's Alabama Stitch book, but since I didn't remember that until after I finished, I don't think offering these directions steps on her toes.